CPL filters cut reflected light from any direction. By cutting polarized light, they increase contrast, boost color saturation, control reflections from glass and water, and mitigate shadows by filtering out unwanted glare. Need we say more?!
VND Filters allow you to control the amount of light entering your camera, so you can create stronger depth-of-field and motion blur effects. VND filters are great for long exposures, allowing you to get a hazy motion blur in the background of an action shot or smooth the moving water in a waterfall scene.
UV filters help protect against ultraviolet sun rays, harsh wind, sand, and durt. Clumsy? It also acts as a drop-proof mechanism for your worst butterfinger moments. These filters are extremely useful for protecting the longevity of your camera gear, as well as manually controlling how light hits your image.
Find your lens filter size by locating the symbol pictured around the rim of your camera lens. This is almost always different than the focal length.